@railpath/finance-toolkit/dist/schemas/QuadraticProgramOptionsSchema.js

Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
exports.QuadraticProgramOptionsSchema = void 0;
const zod_1 = require("zod");
/**
 * Options for Quadratic Programming optimization
 */
exports.QuadraticProgramOptionsSchema = zod_1.z.object({
    /**
     * Equality constraints: Ax = b
     */
    equalityConstraints: zod_1.z.object({
        /**
         * Constraint matrix (m×n)
         */
        A: zod_1.z.array(zod_1.z.array(zod_1.z.number())),
        /**
         * Constraint vector (m×1)
         */
        b: zod_1.z.array(zod_1.z.number())
    }).optional(),
    /**
     * Non-negativity constraints: x ≥ 0
     */
    nonNegative: zod_1.z.boolean().default(false),
    /**
     * Maximum number of iterations
     */
    maxIterations: zod_1.z.number().int().positive().default(1000),
    /**
     * Convergence tolerance
     */
    tolerance: zod_1.z.number().positive().default(1e-3),
    /**
     * Initial guess for solution vector
     */
    initialGuess: zod_1.z.array(zod_1.z.number()).optional()
});